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Invesco Mortgage Capital

212 hedge funds and large institutions have $1.39B invested in Invesco Mortgage Capital in 2017 Q4 according to their latest regulatory filings, with 60 funds opening new positions, 77 increasing their positions, 46 reducing their positions, and 38 closing their positions.

New
Increased
Maintained
Reduced
Closed

165% more call options, than puts

Call options by funds: $2.49M | Put options by funds: $939K

67% more repeat investments, than reductions

Existing positions increased: 77 | Existing positions reduced: 46

58% more first-time investments, than exits

New positions opened: 60 | Existing positions closed: 38

13% more capital invested

Capital invested by funds: $1.23B → $1.39B (+$161M)

11% more funds holding

Funds holding: 191212 (+21)

0.56% more ownership

Funds ownership: 6.43%6.99% (+0.56%)

Holders
212
Holders Change
+21
Holders Change %
+10.99%
% of All Funds
4.81%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
60
Increased
77
Reduced
46
Closed
38
Calls
$2.49M
Puts
$939K
Net Calls
+$1.55M
Net Calls Change
+$2.67M
Name Holding Trade Value Shares
Change
Change in
Stake
CL
101
CSS LLC
Illinois
$998K -$353K -2,000 -26%
BNP Paribas Financial Markets
102
BNP Paribas Financial Markets
France
$984K +$722K +4,090 +286%
Creative Planning
103
Creative Planning
Kansas
$984K +$59K +334 +6%
AG
104
Aperio Group
California
$980K +$123K +697 +15%
PAM
105
Panagora Asset Management
Massachusetts
$940K +$931K +5,271 New
Los Angeles Capital Management
106
Los Angeles Capital Management
California
$938K -$570K -3,227 -38%
PAG
107
Private Advisor Group
New Jersey
$933K +$40.3K +228 +5%
VOYA Investment Management
108
VOYA Investment Management
Georgia
$914K
ARTA
109
A.R.T. Advisors
New York
$914K +$267K +1,510 +42%
ProShare Advisors
110
ProShare Advisors
Maryland
$886K +$278K +1,572 +46%
MIM
111
MetLife Investment Management
New Jersey
$886K +$877K +4,969 New
DIM
112
DC Investments Management
Virginia
$862K +$854K +4,837 New
LSERS
113
Louisiana State Employees Retirement System
Louisiana
$856K +$848K +4,800 New
Royal Bank of Canada
114
Royal Bank of Canada
Ontario, Canada
$853K -$108K -614 -11%
T. Rowe Price Associates
115
T. Rowe Price Associates
Maryland
$804K -$353 -2 -0%
MERSOM
116
Municipal Employees' Retirement System of Michigan
Michigan
$753K +$745K +4,221 New
CSS
117
Cubist Systematic Strategies
Connecticut
$748K +$111K +630 +18%
Public Employees Retirement Association of Colorado
118
Public Employees Retirement Association of Colorado
Colorado
$725K
O
119
OppenheimerFunds
New York
$713K +$706K +4,001 New
Neuberger Berman Group
120
Neuberger Berman Group
New York
$704K +$646K +3,656 New
Teacher Retirement System of Texas
121
Teacher Retirement System of Texas
Texas
$689K +$682K +3,865 New
Stifel Financial
122
Stifel Financial
Missouri
$675K -$689K -3,903 -51%
MLICM
123
Metropolitan Life Insurance Company (MetLife)
New York
$633K -$758K -4,294 -55%
HC
124
Henshaw Capital
Massachusetts
$630K -$54.2K -307 -8%
TRSOTSOK
125
Teachers Retirement System of the State of Kentucky
Kentucky
$620K +$614K +3,480 New

IVR Hedge Fund Activity: Q4 2017 in Review

212 of the 4,409 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q4 2017, worth a combined $1.39B — up 13% from $1.23B a quarter earlier.

Buyers outnumbered sellers: 60 funds opened new IVR positions and 38 closed out — a net gain of 22 holders — while 77 added to existing stakes and 46 trimmed.

The largest buyer was BlackRock, adding an estimated $120M. The largest seller was Arrowstreet Capital, exiting entirely with an estimated $22.6M sold.

  • 212 institutional investors held Invesco Mortgage Capital (IVR) as of Q4 2017, up from 191 in Q3 2017.
  • Funds reported $1.39B of Invesco Mortgage Capital stock for Q4 2017, up 13% quarter-over-quarter.
  • 60 funds opened new Invesco Mortgage Capital positions in Q4 2017 and 38 closed out, a net change of +22 holders.
  • The largest Invesco Mortgage Capital buyer in Q4 2017 was BlackRock, an estimated $120M added.
  • The largest Invesco Mortgage Capital seller in Q4 2017 was Arrowstreet Capital, an estimated $22.6M sold.

Based on aggregated 13F filings for Q4 2017.